+567.0%
WDC vs EPAM
-75.7%
+642.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.4% | -4.6% | -4.9% |
| 7D | +12.1% | +2.4% | +9.7% | +11.7% |
| 30D | -18.8% | +42.3% | -61.1% | -23.7% |
| 3M | -39.3% | +60.7% | -100.0% | -44.3% |
| 6M | -40.1% | +80.5% | -120.6% | -47.0% |
| YTD | +71.8% | -20.4% | +92.2% | +78.6% |
| 1Y | +88.5% | -9.6% | +98.1% | +90.3% |
| 3Y | +770.0% | -30.5% | +800.5% | +792.1% |
| All | +567.0% | -75.7% | +642.7% | +647.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EPAM.
Daily Out/Under-Performance
Portfolio return minus EPAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EPAM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded EPAM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling